+48.6%
SGI vs MTCH
-2.2%
+50.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | -4.9% | -1.4% | -3.5% | -4.5% |
| 30D | +1.6% | +13.6% | -12.0% | -2.2% |
| 3M | -3.2% | +22.4% | -25.6% | -8.9% |
| 6M | -16.0% | +37.2% | -53.2% | -23.2% |
| YTD | -25.4% | +31.8% | -57.2% | -31.2% |
| 1Y | -21.6% | +12.9% | -34.5% | -25.0% |
| All | +48.6% | -2.2% | +50.8% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling